RE: Level 27 Jul 2020 15:58
I asked Lse and they came back with this
We calculate the trade type based on the trade price being higher or lower than the mid price at the time of the transaction. Sometimes this calculation does not work, or the price is the opposite side of the mid price. This means we are either unable to calculate what type of trade this is at all, or the calculation shows it as the wrong type of trade (a buy instead of a sell for example).
Our method of calculating the type of trade is the industry standard, and while we are not provided by the type of trade from the stock market we will continue to use it.